[
https://issues.apache.org/jira/browse/MATH-631?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13080873#comment-13080873
]
Gilles commented on MATH-631:
-----------------------------
{quote}
I think we should completely get rid of regula falsi and only keep the better
algorithms.
{quote}
That was my first idea. And that would be the simplest one, the safest one, and
the only viable one as I can't seem to state clearly enough that
* Problem 1: When the doc says "guaranteed convergence", the algorithm should
provide the answer.
* Problem 2: When the (absolute) accuracy threshold is set to 1e-6, and the
correct root *is* found (after 2200 iterations) within the requirements, it
should be returned, instead running idle and finish with an exception
{quote}
The reason why we get stuck is irrelevant.
{quote}
But why? If we *can* be more precise on the cause of failure, why not do it?
{quote}
This limit is simply a safety limit, not a tuning parameter that user are
expected to raise once they hit it hoping they will converge later on.
{quote}
In principle, some possible use would be to compare the efficiency of different
methods where the main criterion would be a time limitation (assuming that the
function evaluation time overwhelms the of the root solver algorithm time).
Thus with the function that triggered this issue:
* If you set maxeval to "3000", then both "Pegasus" (17 evals) and (a fixed)
"RegulaFalsi" (2200 evals) would fill the bill.
* If you set maxeval to "1000", then "Pegasus" will be the only winner.
Anyways:
+1 for removing it altogether, and include somewhere the reason for it not
being implemented in CM.
> "RegulaFalsiSolver" failure
> ---------------------------
>
> Key: MATH-631
> URL: https://issues.apache.org/jira/browse/MATH-631
> Project: Commons Math
> Issue Type: Bug
> Reporter: Gilles
> Fix For: 3.0
>
>
> The following unit test:
> {code}
> @Test
> public void testBug() {
> final UnivariateRealFunction f = new UnivariateRealFunction() {
> @Override
> public double value(double x) {
> return Math.exp(x) - Math.pow(Math.PI, 3.0);
> }
> };
> UnivariateRealSolver solver = new RegulaFalsiSolver();
> double root = solver.solve(100, f, 1, 10);
> }
> {code}
> fails with
> {noformat}
> illegal state: maximal count (100) exceeded: evaluations
> {noformat}
> Using "PegasusSolver", the answer is found after 17 evaluations.
--
This message is automatically generated by JIRA.
For more information on JIRA, see: http://www.atlassian.com/software/jira
